On non-negative equity guarantee calculations with macroeconomic variables related to house prices (Q2670127)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On non-negative equity guarantee calculations with macroeconomic variables related to house prices |
scientific article |
Statements
On non-negative equity guarantee calculations with macroeconomic variables related to house prices (English)
0 references
10 March 2022
0 references
house price risk
0 references
non-negative equity guarantee
0 references
GARCH-MIDAS
0 references
exponential linear pricing kernel
0 references
equity release mortgages
0 references
derivatives pricing
0 references
0 references
0 references
0 references